| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | -2.70 | 1.38 | -1.86 | 2.94 | -0.37 | 0.98 | -1.37 | 1.69 | -3.88 | -0.96 | 0.54 | -0.62 | -4.35 |
| 2020 | 6.15 | 1.98 | 7.02 | -0.44 | -3.32 | 1.02 | -0.54 | -0.83 | -4.36 | -0.97 | -1.53 | 0.75 | 4.40 |
| 2021 | -0.56 | -0.37 | -0.71 | 3.91 | 0.68 | 0.39 | NA | NA | NA | NA | NA | NA | 3.31 |
| Statistic | 1 Month | 3 Month | 6 Month | 1 Year | 2 Year |
|---|---|---|---|---|---|
| Best | 7.02 | 15.85 | 18.50 | 14.45 | 3.61 |
| Worst | -4.36 | -7.86 | -11.26 | -11.33 | -0.15 |
| Average | 0.14 | 0.58 | 0.83 | 2.36 | 1.83 |
| Median | -0.37 | -0.61 | 1.46 | 4.41 | 2.08 |
| Last | 0.39 | 5.12 | 3.43 | -6.38 | 3.01 |
| Winning (%) | 46.67 | 42.86 | 56.00 | 63.16 | 85.71 |
| Avg. Pos. Period | 2.28 | 5.54 | 6.31 | 7.44 | 2.16 |
| Avg. Neg. Period | -1.73 | -3.14 | -6.15 | -6.34 | -0.15 |
| # Of Periods | 30.00 | 28.00 | 25.00 | 19.00 | 7.00 |
| Statistic | Value |
|---|---|
| Annualized Std.Deviation | 9.18 |
| Maximum Drawdown | 13.39 |
| Month to Recover | 15.00 |
| Worst Month | -4.36 |
| Losing Months (%) | 53.33 |
| Average Losing Month | -1.73 |
| Loss Deviation | 1.35 |
| Correlation vs MSCI World TR | -0.30 |
| Correlation vs Bloomberg Agri | -0.26 |
| Statistic | Value |
|---|---|
| Last Month | 0.39 |
| Year To Date | 3.43 |
| 3 Month ROR | 5.12 |
| 12 Month ROR | -6.38 |
| 36 Month ROR | NA |
| Total Return | 3.27 |
| Compound ROR | 1.30 |
| Best Month | 7.02 |
| Winning Months (%) | 46.67 |
| Number | Depth (%) | Length (Months) | Recovery (Months) | Start | End |
|---|---|---|---|---|---|
| 1 | -13.39 | 15 | NA | 2020-05-31 | NA |
| 2 | -4.89 | 5 | 1 | 2019-09-30 | 2020-01-31 |
| 3 | -3.19 | 6 | 3 | 2019-01-31 | 2019-06-30 |
| 4 | -1.37 | 2 | 1 | 2019-07-30 | 2019-08-30 |
